+875.5%
MDB vs SGI
+311.8%
+563.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +4.9% |
| 7D | -11.4% | +1.0% | -12.3% | -12.1% |
| 30D | -13.8% | +3.9% | -17.7% | -15.9% |
| 3M | -15.5% | -0.8% | -14.6% | -16.2% |
| 6M | +17.9% | -18.0% | +35.9% | +23.8% |
| YTD | -25.5% | -27.6% | +2.1% | -18.0% |
| 1Y | -12.1% | -27.2% | +15.2% | -3.6% |
| 3Y | -5.9% | +76.0% | -81.9% | -30.7% |
| 5Y | -43.7% | +50.0% | -93.7% | -57.5% |
| All | +875.5% | +311.8% | +563.6% | +320.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling